Confidence intervals for high-dimensional Cox models

zbMath1464.62351arXiv1803.01150MaRDI QIDQ4986370

Yi Yu, Richard J. Samworth, Jelena Bradic

Publication date: 27 April 2021

Full work available at URL: https://arxiv.org/abs/1803.01150

zbMATH Keywords

survival analysisdebiased Lassohigh-dimension statistical inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Reliability and life testing (62N05)

Related Items (15)

On an extension of the promotion time cure model ⋮ Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection ⋮ Statistical inference for Cox proportional hazards models with a diverging number of covariates ⋮ Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors ⋮ Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding ⋮ High-dimensional robust inference for censored linear models ⋮ Debiased Lasso for stratified Cox models with application to the national kidney transplant data ⋮ Efficient estimation of the maximal association between multiple predictors and a survival outcome ⋮ Unnamed Item ⋮ Inference under Fine-Gray competing risks model with high-dimensional covariates ⋮ CoxKnockoff: controlled feature selection for the Cox model using knockoffs ⋮ Inference in High-Dimensional Online Changepoint Detection ⋮ Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data ⋮ Scale calibration for high-dimensional robust regression ⋮ Spectral analysis of high-dimensional time series

Uses Software

• R
• CRAN
• survival
• flare
• clime

Cites Work

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• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Partial likelihood
• Testing and Confidence Intervals for High Dimensional Proportional Hazards Models
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• Statistical models based on counting processes

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